From Shenzhen Airport to Hong Kong at night

I'm afraid you have no choice with public transportation to HK at that time, so I suggest you stay overnight near the airport and head for HK in the next morning, by ferry or cross-border bus.

Thank you very much! If you know what is faster and\or cheaper way at morning from Shenzhen Airport to Hong Kong Island (near M Central)?

It is cheapest to travel by bus and fastest by ferry. And by saying M Central, do you refer to the area near Central.

Anyway, by ferry: it can take you to HK-Macao Ferry Terminal near Sheung Wan in an hour and the fare is CNY222 and CNY337, respectively for an economy class cabin and first class class cabin.

By bus, I remember the duration is two hours or longer. The bus fare is CNY130 to Connaught Place in Central.